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New Zealand comedy duo the Flight of the Conchords has just won a prestigious Grammy Award.

Just moments ago the band was awarded Best Comedy Album for their EP The Distant Future.

The EP, which has 6 tracks, was released in August last year.

Wellington duo Jemaine Clement and Bret McKenzie star in their own TV series as marginally talented folk singers struggling to make it in New York.

The pair, who are currently in New Zealand, were unavailable for comment today.

Flight of the Conchords ended its first season on the HBO cable network in September, and fresh episodes will air later this year.

In the meantime, their first full-length disc, featuring reworked versions of tunes that they performed on screen and in concert, will be released in the United States on April 22.

The Grammys are the Oscar awards of music, although they do have a high number of categories ranging from Best Polka Album to Best Song.

It is not the first time New Zealand has featured at the Grammys.

Auckland-born jazz musician Alan Broadbent has racked up an impressive seven Grammy nominations including two wins for arranging jazz albums.